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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CIT: BlackRock Equity Index Fund Class 1, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
CIT: BlackRock Equity Index Fund Class 1 (WBREOX) has returned -7.06% so far this year and 14.44% over the past 12 months.
CIT: BlackRock Equity Index Fund Class 1
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.59%
- 1Y
- 14.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2025, WBREOX's average daily return is +0.04%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was May 2025 with a return of +6.3%, while the worst month was Mar 2026 at -7.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, WBREOX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 3, 2025 at -4.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.45% | -0.76% | -7.68% | -7.06% | |||||||||
| 2025 | 3.10% | -5.68% | -2.58% | -0.68% | 6.29% | 5.09% | 2.24% | 2.68% | 2.99% | 2.07% | -0.02% | 0.60% | 16.64% |
Benchmark Metrics
CIT: BlackRock Equity Index Fund Class 1 has an annualized alpha of 5.85%, beta of 0.87, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since January 07, 2025.
- This fund captured 106.23% of S&P 500 Index gains but only 83.58% of its losses — a favorable profile for investors.
- This fund generated an annualized alpha of 5.85% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.87 and R² of 0.67, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 5.85%
- Beta
- 0.87
- R²
- 0.67
- Upside Capture
- 106.23%
- Downside Capture
- 83.58%
Expense Ratio
WBREOX has an expense ratio of 0.02%, which is considered low.
Return for Risk
Risk / Return Rank
WBREOX ranks 27 for risk / return — below 27% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for CIT: BlackRock Equity Index Fund Class 1 (WBREOX) and compare them to a chosen benchmark (S&P 500 Index).
| WBREOX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.90 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.39 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 1.40 | -1.09 |
Martin ratioReturn relative to average drawdown | 1.17 | 6.61 | -5.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore WBREOX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the CIT: BlackRock Equity Index Fund Class 1. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the CIT: BlackRock Equity Index Fund Class 1 was 19.07%, occurring on Apr 8, 2025. Recovery took 47 trading sessions.
The current CIT: BlackRock Equity Index Fund Class 1 drawdown is 8.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.07% | Feb 18, 2025 | 34 | Apr 8, 2025 | 47 | Jun 26, 2025 | 81 |
| -8.89% | Jan 28, 2026 | 43 | Mar 30, 2026 | — | — | — |
| -5.01% | Oct 29, 2025 | 14 | Nov 20, 2025 | 10 | Dec 10, 2025 | 24 |
| -2.57% | Dec 15, 2025 | 3 | Dec 17, 2025 | 3 | Dec 23, 2025 | 6 |
| -2.57% | Jan 27, 2025 | 6 | Feb 3, 2025 | 9 | Feb 14, 2025 | 15 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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